Dynamic signal parameter acquisition method
A technology of dynamic signal parameters and acquisition methods, applied in spectral analysis/Fourier analysis and other directions, which can solve problems such as difficulty and poor numerical stability
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Embodiment 2
[0070] In this embodiment, we introduce the process of determining the number of frequency components of the dynamic signal in detail.
[0071] Through Example 1, we have determined the autocorrelation matrix R e , and then the SVD algorithm can be applied to determine the matrix R e The effective rank P, and then determine the number of dynamic signal frequency components through the effective rank P, specifically the autocorrelation matrix R e Decomposed into:
[0072] R e =USV T (3)
[0073] where R e represents the autocorrelation matrix, U is p e ×p e dimensional orthogonal matrix, V is (p e +1)×(p e +1) dimensional orthogonal matrix, S is p e ×(p e +1)-dimensional non-negative diagonal matrix, the elements on its diagonal σ kk is the matrix R e singular value of , and satisfies It can be seen that the matrix R e Larger singular values are concentrated in the front section of the diagonal matrix S, so the diagonal matrix Σ composed of the first ...
Embodiment 3
[0087] In this embodiment, we introduce the process of determining the parameters of the dynamic signal model in detail.
[0088] The AR model is established. The AR model assumes that the signal x(n) is obtained by exciting a linear time-invariant discrete-time system with all poles by the zero-mean white noise sequence w(n), namely:
[0089] x ( n ) = - Σ k = 1 C a k x ( n - k ) + w ( n ) - - - ( 5 )
[0090] In the above formula, C is the order of the model, a k is the model parameter of the C-order AR model.
[0091] According to the effe...
Embodiment 4
[0097] In this embodiment, we introduce the parameter determination process of the dynamic signal in detail.
[0098] Using the Prony algorithm, the signal x(n) is regarded as composed of a group of sinusoidal components of decaying oscillations, namely:
[0099] x ( n ) = Σ i = 1 q A i e α i n T s cos ( 2 π f i n T s + θ i ) - - - ( 6 )
...
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